+629.3%
ON vs PPG
+26.9%
+602.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.4% | +8.1% | +8.1% |
| 7D | +2.4% | -6.2% | +8.6% | +8.6% |
| 30D | -8.6% | -7.9% | -0.7% | -1.6% |
| 3M | -34.3% | -10.2% | -24.1% | -28.3% |
| 6M | +28.5% | +2.7% | +25.9% | +22.7% |
| YTD | +40.6% | +4.9% | +35.7% | +30.8% |
| 1Y | +55.3% | -3.2% | +58.5% | +55.4% |
| 3Y | -22.2% | -17.0% | -5.2% | -9.6% |
| 5Y | +62.4% | -23.3% | +85.7% | +99.6% |
| All | +629.3% | +26.9% | +602.4% | +456.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling